setActive(false) does not fire onDisable?

I can't really reproduce your result. Are you sure you have your method called "OnDisable" (note: capital first letter!)?

This C# snippet works as expected:

     void OnDisable()
     {
         Debug.Log("DISABLED");
     }
     void OnGUI()
     {
         if (GUILayout.Button("turn off"))
         {
             Debug.Log("Going to disable this GO");
             gameObject.SetActive(false);
             Debug.Log("Disabling completed");
         }
     }

I got the 3 logs in this order:

     Going to disable this GO
     DISABLED
     Disabling completed

Are you sure the script was enabled and the GO is active then you call SetActive(false) ?

edit
ps: no, there's no other callback beside OnDisable